+74.2%
OTIS vs EL
-24.8%
+99.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.0% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | -2.0% | +19.8% | -21.8% | -6.2% |
| 3M | +2.6% | +25.7% | -23.1% | -3.0% |
| 6M | -20.9% | +5.4% | -26.4% | -22.7% |
| YTD | -17.1% | +0.2% | -17.3% | -18.9% |
| 1Y | -15.9% | +20.4% | -36.3% | -21.9% |
| 3Y | -12.7% | -32.1% | +19.4% | -8.6% |
| 5Y | -15.7% | -67.2% | +51.5% | +13.4% |
| All | +74.2% | -24.8% | +99.0% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling